On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes |
scientific article |
Statements
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (English)
0 references
5 April 2023
0 references
regime switching
0 references
spectrally one-sided Lévy processes
0 references
scale functions
0 references
periodic and singular control strategies
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
